Uses of Class
org.drip.state.identifier.RepoLabel

Packages that use RepoLabel

Package	Description
org.drip.exposure.evolver	Securities and Exposure States Evolvers
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.state.identifier	Latent State Identifier Labels

Uses of RepoLabel in org.drip.exposure.evolver

Methods in org.drip.exposure.evolver with parameters of type RepoLabel

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.add(RepoLabel repoLabel, double repo)	Add the Labeled Repo
boolean	LatentStateVertexContainer.exists(RepoLabel repoLabel)	Check Presence of Labeled Repo
TerminalLatentState	LatentStateDynamicsContainer.repo(RepoLabel repoLabel)	Retrieve the Repo Latent State
double	LatentStateVertexContainer.repo(RepoLabel repoLabel)	Retrieve of Labeled Repo
boolean	LatentStateDynamicsContainer.repoExists(RepoLabel repoLabel)	Indicate if the Repo Latent State Exists

Uses of RepoLabel in org.drip.param.market

Methods in org.drip.param.market with parameters of type RepoLabel

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralRepoCorrelation(java.lang.String strCollateralCurrency, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Collateral and Repo Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRepoCorrelation(EntityCDSLabel creditLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Credit and the Repo Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.customRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Custom Metric and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Equity and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Forward and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Funding and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified FX and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Govvie and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Overnight and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.paydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.ratingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Rating and Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.recoveryRepoCorrelation(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Recovery and the Repo Latent States
R1ToR1	CurveSurfaceQuoteContainer.repoRepoCorrelation(RepoLabel repoLabel1, RepoLabel repoLabel2)	Retrieve the Correlation Surface between the Pair of Repo Latent States
RepoCurve	CurveSurfaceQuoteContainer.repoState(RepoLabel repoLabel)	Retrieve the Repo Latent State Corresponding to the Label
VolatilityCurve	CurveSurfaceQuoteContainer.repoVolatility(RepoLabel repoLabel)	Retrieve the Volatility Curve for the Repo Latent State Label
boolean	CurveSurfaceQuoteContainer.setCollateralRepoCorrelation(java.lang.String strCollateralCurrency, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and Repo Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCreditRepoCorrelation(EntityCDSLabel creditLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setCustomRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setEquityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setFundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setFXRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setPaydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setRatingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Rating and Repo Latent States
boolean	CurveSurfaceQuoteContainer.setRecoveryRepoCorrelation(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Recovery and the Repo Latent States
boolean	CurveSurfaceQuoteContainer.setRepoRepoCorrelation(RepoLabel repoLabel1, RepoLabel repoLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Repo Latent States

Uses of RepoLabel in org.drip.state.identifier

Methods in org.drip.state.identifier that return RepoLabel

Modifier and Type	Method	Description
static RepoLabel	RepoLabel.Standard(java.lang.String code)	Make a Standard Repo Label from the Product Code